Source code for cvxpy.problems.objective

"""
Copyright 2013 Steven Diamond

This file is part of CVXPY.

CVXPY is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

CVXPY is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with CVXPY.  If not, see <http://www.gnu.org/licenses/>.
"""

import cvxpy.utilities as u
from cvxpy.error import DCPError
from cvxpy.expressions.expression import Expression
import cvxpy.lin_ops.lin_utils as lu


class Objective(u.Canonical):
    """An optimization objective.

    Parameters
    ----------
    expr : Expression
        The expression to act upon. Must be a scalar.

    Raises
    ------
    ValueError
        If expr is not a scalar.
    """

    def __init__(self, expr):
        self.args = [Expression.cast_to_const(expr)]
        # Validate that the objective resolves to a scalar.
        if not self.args[0].is_scalar():
            raise ValueError("The '%s' objective must resolve to a scalar."
                             % self.NAME)
        if not self.args[0].is_real():
            raise ValueError("The '%s' objective must be real valued."
                             % self.NAME)

    def __repr__(self):
        return "%s(%s)" % (self.__class__.__name__, repr(self.args[0]))

    def __str__(self):
        return ' '.join([self.NAME, self.args[0].name()])

    def __radd__(self, other):
        if other == 0:
            return self
        else:
            return NotImplemented

    def __sub__(self, other):
        if not isinstance(other, (Minimize, Maximize)):
            return NotImplemented
        # Objectives must opposites
        return self + (-other)

    def __rsub__(self, other):
        if other == 0:
            return -self
        else:
            return NotImplemented

    def __mul__(self, other):
        if not isinstance(other, (int, float)):
            return NotImplemented
        # If negative, reverse the direction of objective
        if (type(self) == Maximize) == (other < 0.0):
            return Minimize(self.args[0] * other)
        else:
            return Maximize(self.args[0] * other)

    __rmul__ = __mul__

    def __div__(self, other):
        if not isinstance(other, (int, float)):
            return NotImplemented
        return self * (1.0/other)

    __truediv__ = __div__

    @property
    def value(self):
        """The value of the objective expression.
        """
        return self.args[0].value

    def is_quadratic(self):
        """Returns if the objective is a quadratic function.
        """
        return self.args[0].is_quadratic()

    def is_qpwa(self):
        """Returns if the objective is a quadratic of piecewise affine.
        """
        return self.args[0].is_qpwa()


[docs]class Minimize(Objective): """An optimization objective for minimization. Parameters ---------- expr : Expression The expression to minimize. Must be a scalar. Raises ------ ValueError If expr is not a scalar. """ NAME = "minimize" def __neg__(self): return Maximize(-self.args[0]) def __add__(self, other): if not isinstance(other, (Minimize, Maximize)): return NotImplemented # Objectives must both be Minimize. if type(other) is Minimize: return Minimize(self.args[0] + other.args[0]) else: raise DCPError("Problem does not follow DCP rules.") def canonicalize(self): """Pass on the target expression's objective and constraints. """ return self.args[0].canonical_form
[docs] def is_dcp(self): """The objective must be convex. """ return self.args[0].is_convex()
@staticmethod def primal_to_result(result): """The value of the objective given the solver primal value. """ return result
[docs]class Maximize(Objective): """An optimization objective for maximization. Parameters ---------- expr : Expression The expression to maximize. Must be a scalar. Raises ------ ValueError If expr is not a scalar. """ NAME = "maximize" def __neg__(self): return Minimize(-self.args[0]) def __add__(self, other): if not isinstance(other, (Minimize, Maximize)): return NotImplemented # Objectives must both be Maximize. if type(other) is Maximize: return Maximize(self.args[0] + other.args[0]) else: raise Exception("Problem does not follow DCP rules.") def canonicalize(self): """Negates the target expression's objective. """ obj, constraints = self.args[0].canonical_form return (lu.neg_expr(obj), constraints)
[docs] def is_dcp(self): """The objective must be concave. """ return self.args[0].is_concave()
@staticmethod def primal_to_result(result): """The value of the objective given the solver primal value. """ return -result